+508.6%
MDLZ vs MTB
+480.6%
+28.0%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.3% |
| 7D | -1.0% | -2.0% | +1.0% | -0.6% |
| 30D | +7.9% | +0.1% | +7.8% | +7.9% |
| 3M | +8.9% | -12.1% | +21.0% | +11.7% |
| 6M | +10.5% | +7.3% | +3.2% | +8.8% |
| YTD | +27.1% | +11.5% | +15.6% | +23.9% |
| 1Y | +20.9% | +21.3% | -0.4% | +15.7% |
| 3Y | +5.5% | +104.1% | -98.6% | -11.2% |
| 5Y | +22.2% | +61.8% | -39.6% | +5.8% |
| 10Y | +106.1% | +115.4% | -9.3% | +57.6% |
| All | +508.6% | +480.6% | +28.0% | +253.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded MTB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling